Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.330771 0.362906 0.397899 0.439025 0.486285 0.539192 0.603319
2025-02-16 0.287582 0.328184 0.374932 0.433312 0.505087 0.591552 0.705319
2025-02-23 0.251627 0.295430 0.347967 0.416648 0.505645 0.619385 0.779719
2025-03-02 0.223212 0.267963 0.323399 0.398605 0.500402 0.637233 0.842238
2025-03-09 0.208023 0.255052 0.315141 0.399662 0.519162 0.688320 0.958670
2025-03-16 0.199221 0.249212 0.315015 0.410911 0.552538 0.763985 1.126005
2025-03-23 0.189619 0.241282 0.311039 0.415889 0.576877 0.829222 1.290364
2025-03-30 0.180206 0.232720 0.305222 0.417224 0.595343 0.887408 1.455481
2025-04-06 0.170830 0.223427 0.297455 0.414590 0.606791 0.935138 1.612292
2025-04-13 0.158868 0.209643 0.282083 0.398687 0.594397 0.939001 1.681879
2025-04-20 0.152822 0.203963 0.278201 0.400374 0.611593 0.998775 1.885590
2025-04-27 0.146976 0.198174 0.273672 0.400461 0.625778 1.054858 2.097599
2025-05-04 0.140392 0.191099 0.266979 0.396865 0.633834 1.102175 2.310022
2025-05-11 0.135512 0.186293 0.263464 0.398265 0.651260 1.172067 2.608805
2025-05-18 0.128368 0.177639 0.253288 0.387249 0.643565 1.186330 2.757442
2025-05-25 0.121158 0.168539 0.241885 0.373195 0.628383 1.181391 2.847872
2025-06-01 0.117814 0.165294 0.239786 0.375581 0.646443 1.256896 3.230297
2025-06-08 0.116413 0.165002 0.242470 0.386818 0.684097 1.387929 3.882228
2025-06-15 0.113964 0.162892 0.241949 0.391978 0.709464 1.494004 4.516290
2025-06-22 0.111047 0.159874 0.239680 0.393573 0.727140 1.583836 5.153070
2025-06-29 0.107679 0.155961 0.235640 0.391368 0.735877 1.650762 5.740886
2025-07-06 0.102506 0.148868 0.225711 0.376810 0.714194 1.624039 5.829291
2025-07-13 0.100212 0.146468 0.223925 0.378453 0.731276 1.719075 6.682233